Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,679.3 |
1,661.8 |
-17.5 |
-1.0% |
1,659.0 |
High |
1,684.5 |
1,664.5 |
-20.0 |
-1.2% |
1,670.1 |
Low |
1,654.0 |
1,644.3 |
-9.7 |
-0.6% |
1,627.5 |
Close |
1,657.9 |
1,652.2 |
-5.7 |
-0.3% |
1,662.4 |
Range |
30.5 |
20.2 |
-10.3 |
-33.8% |
42.6 |
ATR |
29.3 |
28.6 |
-0.6 |
-2.2% |
0.0 |
Volume |
182,524 |
45,737 |
-136,787 |
-74.9% |
697,271 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.3 |
1,703.4 |
1,663.3 |
|
R3 |
1,694.1 |
1,683.2 |
1,657.8 |
|
R2 |
1,673.9 |
1,673.9 |
1,655.9 |
|
R1 |
1,663.0 |
1,663.0 |
1,654.1 |
1,658.4 |
PP |
1,653.7 |
1,653.7 |
1,653.7 |
1,651.3 |
S1 |
1,642.8 |
1,642.8 |
1,650.3 |
1,638.2 |
S2 |
1,633.5 |
1,633.5 |
1,648.5 |
|
S3 |
1,613.3 |
1,622.6 |
1,646.6 |
|
S4 |
1,593.1 |
1,602.4 |
1,641.1 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.1 |
1,764.4 |
1,685.8 |
|
R3 |
1,738.5 |
1,721.8 |
1,674.1 |
|
R2 |
1,695.9 |
1,695.9 |
1,670.2 |
|
R1 |
1,679.2 |
1,679.2 |
1,666.3 |
1,687.6 |
PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,657.5 |
S1 |
1,636.6 |
1,636.6 |
1,658.5 |
1,645.0 |
S2 |
1,610.7 |
1,610.7 |
1,654.6 |
|
S3 |
1,568.1 |
1,594.0 |
1,650.7 |
|
S4 |
1,525.5 |
1,551.4 |
1,639.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.9 |
1,641.5 |
55.4 |
3.4% |
26.4 |
1.6% |
19% |
False |
False |
140,261 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.2% |
24.3 |
1.5% |
36% |
False |
False |
141,357 |
20 |
1,725.4 |
1,627.5 |
97.9 |
5.9% |
28.0 |
1.7% |
25% |
False |
False |
158,239 |
40 |
1,792.7 |
1,627.5 |
165.2 |
10.0% |
28.7 |
1.7% |
15% |
False |
False |
157,621 |
60 |
1,792.7 |
1,597.6 |
195.1 |
11.8% |
27.5 |
1.7% |
28% |
False |
False |
119,680 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
29.4 |
1.8% |
47% |
False |
False |
90,802 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
29.6 |
1.8% |
45% |
False |
False |
73,397 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
29.8 |
1.8% |
45% |
False |
False |
61,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.4 |
2.618 |
1,717.4 |
1.618 |
1,697.2 |
1.000 |
1,684.7 |
0.618 |
1,677.0 |
HIGH |
1,664.5 |
0.618 |
1,656.8 |
0.500 |
1,654.4 |
0.382 |
1,652.0 |
LOW |
1,644.3 |
0.618 |
1,631.8 |
1.000 |
1,624.1 |
1.618 |
1,611.6 |
2.618 |
1,591.4 |
4.250 |
1,558.5 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,654.4 |
1,670.6 |
PP |
1,653.7 |
1,664.5 |
S1 |
1,652.9 |
1,658.3 |
|